DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 1, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 26,184: 3,841 3,022 2,201 19,986 20,505 26,028 25,728: 156 456
Old : 26,184: 3,841 3,022 2,201 19,986 20,505 26,028 25,728: 156 456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2013 :
: -8,753: 1,242 -1,124 -669 -9,420 -7,342 -8,847 -9,135: 94 382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 11.5 8.4 76.3 78.3 99.4 98.3: 0.6 1.7
Old : 100.0: 14.7 11.5 8.4 76.3 78.3 99.4 98.3: 0.6 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 9 6 4 15 17 24 27:
Old : 35: 9 6 4 15 17 24 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 63.4 73.0 77.2 33.0 44.2 46.0 52.8
Old : 55.6 63.4 73.0 77.2 33.0 44.2 46.0 52.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 25, 2013